Just came back to this as I have hit this wall and it would be very useful if the roxy no cache and proxy bypass could be triggered based on the [u]absence[/u] of a cookie.

I need to pass first time visitors to the backend and I need to make sure the content they get is not cached. As they are first time visitors, I can't rely on the presence of a cookie to tell this and the only way I can think off is to check for the absence of a cookie.

Any chance of implementing ...
[code]
proxy_cache_bypass_empty $cookie_COOKIE;
proxy_no_cache_empty $cookie_COOKIE;
[/code]

... which would do the same as the standard modes except that they would be triggered if the cookie or header is absent or empty.

Thanks